plot_PVs_post {AnnuityRIR} | R Documentation |

## Plot the present expected values of an
`n`

-payment annuity, with payments of 1 unit each made at the end
of every year (annuity-immediate), valued at the rate `X`

,
using different approaches.

### Description

Plot the present expected values of an
`n`

-payment annuity, with payments of 1 unit each made at the end
of every year (annuity-immediate), valued at the rate `X`

,
using different approaches.

### Usage

```
plot_PVs_post(data,years,lwd,lty1,lty2,lty3,lty4,lty5,lty6)
```

### Arguments

`data` |
A vector of interest rates. |

`years` |
The number of years of the income. Default is 10 years. |

`lwd` |
The width of the curve. Default is 1.5. |

`lty1` |
The style of the curve for the "arctan" approximation. Default is 1. |

`lty2` |
The style of the curve for the "cubic" approximation. Default is 2. |

`lty3` |
The style of the curve for the "mood with positive moments" approximation. Default is 3. |

`lty4` |
The style of the curve for the "mood with negative moments" approximation. Default is 4. |

`lty5` |
The style of the curve for the exact value. Default is 5. |

`lty6` |
The style of the curve for "triangular distribution" approximation. Default is 6. |

### Author(s)

Salvador Cruz Rambaud, Fabrizio Maturo, Ana María Sánchez Pérez

### Examples

```
# example 1
data = c(1.77,1.85,1.85,1.84,1.84,1.83,1.85,1.85,1.88,1.85,1.80,1.84,1.91,1.85,1.84,1.85,
1.86,1.85,1.88,1.86)
data=data/100
plot_PVs_post(data)
# example 2
data<-rnorm(n=30,m=0.03,sd=0.003)
plot_PVs_post(data)
```

*AnnuityRIR*version 1.0-0 Index]